2017-10-10 |
MARKET DATA |
No 195 (3228) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
520,00 |
518,13 |
21 |
1 825,00 |
1 797,50 |
18 |
2 345,00 |
2 315,63 |
39 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
DS1017 |
PL0000104543 |
100,13 |
100,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
101,30 |
101,31 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
100,91 |
100,95 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
98,55 |
98,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0419 |
PL0000109633 |
97,60 |
97,62 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
102,74 |
102,73 |
102,740 |
102,750 |
102,740 |
102,750 |
102,743 |
155 000 |
160,34 |
3 |
DS1019 |
PL0000105441 |
107,45 |
107,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
98,76 |
98,78 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
108,96 |
108,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,81 |
98,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
97,56 |
97,49 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
112,34 |
112,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
98,13 |
98,05 |
98,130 |
98,130 |
98,130 |
98,130 |
98,130 |
40 000 |
39,67 |
1 |
WS0922 |
PL0000102646 |
113,75 |
113,69 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
98,22 |
98,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
105,60 |
105,52 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
99,93 |
99,79 |
99,730 |
99,820 |
99,730 |
99,820 |
99,756 |
70 000 |
70,32 |
2 |
DS0726 |
PL0000108866 |
93,27 |
93,10 |
93,130 |
93,220 |
93,130 |
93,220 |
93,159 |
75 000 |
70,28 |
5 |
DS0727 |
PL0000109427 |
92,11 |
91,90 |
91,900 |
92,060 |
91,900 |
92,060 |
91,942 |
60 000 |
55,49 |
6 |
WS0428 |
PL0000107611 |
91,00 |
98,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
122,75 |
122,76 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
109,00 |
109,05 |
109,050 |
109,050 |
109,050 |
109,050 |
109,050 |
10 000 |
12,68 |
1 |
WZ0118 |
PL0000104717 |
100,19 |
100,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
100,36 |
100,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,24 |
100,25 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
10 000 |
10,06 |
1 |
WZ0121 |
PL0000106068 |
99,69 |
99,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
98,60 |
98,60 |
98,600 |
98,600 |
98,600 |
98,600 |
98,600 |
100 000 |
99,29 |
2 |
WZ0124 |
PL0000107454 |
97,58 |
97,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
95,60 |
95,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
520 000 |
518,13 |
21 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,27 |
101,35 |
1,33 |
1,19 |
101,31 |
1,26 |
PS0718 |
PL0000107595 |
100,89 |
100,96 |
1,35 |
1,26 |
100,93 |
1,29 |
OK1018 |
PL0000109062 |
98,52 |
98,62 |
1,45 |
1,35 |
98,57 |
1,40 |
WZ0119 |
PL0000107603 |
100,33 |
100,47 |
--- |
--- |
100,40 |
--- |
OK0419 |
PL0000109633 |
97,54 |
97,64 |
1,64 |
1,57 |
97,59 |
1,60 |
PS0719 |
PL0000108148 |
102,67 |
102,76 |
1,71 |
1,66 |
102,72 |
1,69 |
DS1019 |
PL0000105441 |
107,35 |
107,46 |
1,79 |
1,74 |
107,41 |
1,76 |
WZ0120 |
PL0000108601 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
98,68 |
98,82 |
2,04 |
1,98 |
98,75 |
2,01 |
DS1020 |
PL0000106126 |
108,84 |
108,99 |
2,20 |
2,16 |
108,92 |
2,18 |
WZ0121 |
PL0000106068 |
99,62 |
99,79 |
--- |
--- |
99,71 |
--- |
PS0421 |
PL0000108916 |
98,63 |
98,80 |
2,41 |
2,35 |
98,72 |
2,38 |
PS0721 |
PL0000109153 |
97,38 |
97,54 |
2,48 |
2,44 |
97,46 |
2,46 |
DS1021 |
PL0000106670 |
112,16 |
112,34 |
2,54 |
2,50 |
112,25 |
2,52 |
PS0422 |
PL0000109492 |
97,92 |
98,12 |
2,74 |
2,69 |
98,02 |
2,72 |
WS0922 |
PL0000102646 |
113,52 |
113,73 |
2,78 |
2,74 |
113,63 |
2,76 |
WZ1122 |
PL0000109377 |
98,49 |
98,70 |
--- |
--- |
98,60 |
--- |
IZ0823 |
PL0000105359 |
108,69 |
109,35 |
--- |
--- |
109,02 |
--- |
DS1023 |
PL0000107264 |
105,27 |
105,55 |
3,03 |
2,98 |
105,41 |
3,00 |
WZ0124 |
PL0000107454 |
97,52 |
97,79 |
--- |
--- |
97,66 |
--- |
DS0725 |
PL0000108197 |
99,58 |
99,85 |
3,31 |
3,27 |
99,72 |
3,29 |
WZ0126 |
PL0000108817 |
95,47 |
95,83 |
--- |
--- |
95,65 |
--- |
DS0726 |
PL0000108866 |
92,91 |
93,15 |
3,45 |
3,41 |
93,03 |
3,43 |
DS0727 |
PL0000109427 |
91,76 |
92,01 |
3,51 |
3,47 |
91,89 |
3,49 |
WS0429 |
PL0000105391 |
122,32 |
122,98 |
3,38 |
3,31 |
122,65 |
3,35 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0118 |
PL0000104717 |
100,17 |
100,27 |
--- |
--- |
100,22 |
--- |
PS0418 |
PL0000107314 |
101,27 |
101,33 |
1,33 |
1,22 |
101,30 |
1,28 |
PS0718 |
PL0000107595 |
100,89 |
100,96 |
1,35 |
1,26 |
100,93 |
1,29 |
OK1018 |
PL0000109062 |
98,52 |
98,59 |
1,45 |
1,38 |
98,56 |
1,41 |
WZ0119 |
PL0000107603 |
100,33 |
100,44 |
--- |
--- |
100,39 |
--- |
OK0419 |
PL0000109633 |
97,56 |
97,65 |
1,62 |
1,56 |
97,61 |
1,59 |
PS0719 |
PL0000108148 |
102,70 |
102,77 |
1,70 |
1,66 |
102,74 |
1,68 |
DS1019 |
PL0000105441 |
107,41 |
107,49 |
1,76 |
1,72 |
107,45 |
1,74 |
WZ0120 |
PL0000108601 |
100,20 |
100,28 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
98,74 |
98,86 |
2,01 |
1,96 |
98,80 |
1,99 |
DS1020 |
PL0000106126 |
108,93 |
109,07 |
2,18 |
2,13 |
109,00 |
2,15 |
WZ0121 |
PL0000106068 |
99,62 |
99,75 |
--- |
--- |
99,69 |
--- |
PS0421 |
PL0000108916 |
98,76 |
98,91 |
2,37 |
2,32 |
98,84 |
2,34 |
PS0721 |
PL0000109153 |
97,46 |
97,59 |
2,46 |
2,42 |
97,53 |
2,44 |
DS1021 |
PL0000106670 |
112,27 |
112,46 |
2,51 |
2,47 |
112,37 |
2,49 |
PS0422 |
PL0000109492 |
98,07 |
98,23 |
2,70 |
2,67 |
98,15 |
2,69 |
WS0922 |
PL0000102646 |
113,69 |
113,89 |
2,75 |
2,71 |
113,79 |
2,73 |
WZ1122 |
PL0000109377 |
98,53 |
98,69 |
--- |
--- |
98,61 |
--- |
IZ0823 |
PL0000105359 |
108,73 |
109,35 |
--- |
--- |
109,04 |
--- |
DS1023 |
PL0000107264 |
105,54 |
105,75 |
2,98 |
2,94 |
105,65 |
2,96 |
WZ0124 |
PL0000107454 |
97,54 |
97,81 |
--- |
--- |
97,68 |
--- |
DS0725 |
PL0000108197 |
99,82 |
100,09 |
3,27 |
3,23 |
99,96 |
3,25 |
WZ0126 |
PL0000108817 |
95,52 |
95,84 |
--- |
--- |
95,68 |
--- |
DS0726 |
PL0000108866 |
93,20 |
93,43 |
3,41 |
3,37 |
93,32 |
3,39 |
DS0727 |
PL0000109427 |
92,05 |
92,27 |
3,47 |
3,44 |
92,16 |
3,46 |
WS0429 |
PL0000105391 |
122,54 |
123,16 |
3,36 |
3,30 |
122,85 |
3,33 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0719 |
PL0000108148 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
50 |
PS0420 |
PL0000108510 |
0/1 |
1 |
1,300 |
1,300 |
1,300 |
95 |
OK1018 |
PL0000109062 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
250 |
PS0721 |
PL0000109153 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
140 |
OK0419 |
PL0000109633 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
110 |
WZ0121 |
PL0000106068 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
30 |
WZ0120 |
PL0000108601 |
0/1 |
1 |
1,350 |
1,350 |
1,350 |
200 |
DS0726 |
PL0000108866 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
190 |
PS0421 |
PL0000108916 |
1/2 |
1 |
1,350 |
1,350 |
1,350 |
135 |
DS0727 |
PL0000109427 |
1/2 |
1 |
1,200 |
1,300 |
1,273 |
110 |
PS0422 |
PL0000109492 |
1/2 |
1 |
1,250 |
1,250 |
1,250 |
70 |
WZ0124 |
PL0000107454 |
1/2 |
1 |
1,330 |
1,330 |
1,330 |
200 |
DS1021 |
PL0000106670 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
50 |
OK0419 |
PL0000109633 |
1/8 |
7 |
1,360 |
1,360 |
1,360 |
180 |
WZ1122 |
PL0000109377 |
1/8 |
7 |
1,300 |
1,300 |
1,300 |
15 |
TOTAL |
1 825 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.